CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 0.9490 0.9485 -0.0006 -0.1% 0.9475
High 0.9495 0.9537 0.0042 0.4% 0.9537
Low 0.9466 0.9471 0.0006 0.1% 0.9460
Close 0.9481 0.9497 0.0016 0.2% 0.9497
Range 0.0030 0.0066 0.0036 122.0% 0.0077
ATR 0.0049 0.0050 0.0001 2.5% 0.0000
Volume 68,170 104,267 36,097 53.0% 380,276
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9698 0.9663 0.9533
R3 0.9632 0.9597 0.9515
R2 0.9567 0.9567 0.9509
R1 0.9532 0.9532 0.9503 0.9549
PP 0.9501 0.9501 0.9501 0.9510
S1 0.9466 0.9466 0.9490 0.9484
S2 0.9436 0.9436 0.9484
S3 0.9370 0.9401 0.9478
S4 0.9305 0.9335 0.9460
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9729 0.9690 0.9539
R3 0.9652 0.9613 0.9518
R2 0.9575 0.9575 0.9511
R1 0.9536 0.9536 0.9504 0.9555
PP 0.9498 0.9498 0.9498 0.9507
S1 0.9459 0.9459 0.9489 0.9478
S2 0.9421 0.9421 0.9482
S3 0.9344 0.9382 0.9475
S4 0.9267 0.9305 0.9454
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9537 0.9460 0.0077 0.8% 0.0041 0.4% 48% True False 76,055
10 0.9626 0.9460 0.0166 1.7% 0.0048 0.5% 22% False False 79,292
20 0.9626 0.9401 0.0225 2.4% 0.0046 0.5% 43% False False 74,837
40 0.9626 0.9356 0.0270 2.8% 0.0054 0.6% 52% False False 37,801
60 0.9626 0.9316 0.0310 3.3% 0.0055 0.6% 58% False False 25,224
80 0.9626 0.9267 0.0359 3.8% 0.0053 0.6% 64% False False 18,940
100 0.9626 0.9135 0.0491 5.2% 0.0052 0.5% 74% False False 15,154
120 0.9626 0.9135 0.0491 5.2% 0.0050 0.5% 74% False False 12,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9815
2.618 0.9708
1.618 0.9642
1.000 0.9602
0.618 0.9577
HIGH 0.9537
0.618 0.9511
0.500 0.9504
0.382 0.9496
LOW 0.9471
0.618 0.9431
1.000 0.9406
1.618 0.9365
2.618 0.9300
4.250 0.9193
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 0.9504 0.9498
PP 0.9501 0.9498
S1 0.9499 0.9497

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These figures are updated between 7pm and 10pm EST after a trading day.

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